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TSS
Two Sigma Securities Portfolio holdings
AUM
$861M
1-Year Est. Return
21.33%
This Fund
S&P 500
This Quarter
Est. Return
+4%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$1.81B
AUM Growth
-$2.42B
(-57%)
Cap. Flow
-$2.53B
Cap. Flow
% of AUM
-139.75%
Top 10 Holdings %
Top 10 Hldgs %
59.01%
Holding
1,981
New
344
Increased
108
Reduced
331
Closed
1,183
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$21.3M |
| 2 |
SJIV
South Jersey Industries, Inc. Corporate Units
SJIV
|
+$15M |
| 3 |
iShares Core MSCI EAFE ETF
IEFA
|
+$5.47M |
| 4 |
Apple
AAPL
|
+$5.21M |
| 5 |
AESC
The AES Corporation
AESC
|
+$4.69M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Becton Dickinson
BDX
|
+$7.11M |
| 2 |
PCGU
PG&E Corporation
PCGU
|
+$5.75M |
| 3 |
AEPPZ
American Electric Power Company, Inc. Corporate Units
AEPPZ
|
+$5.06M |
| 4 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$4.91M |
| 5 |
American Electric Power
AEP
|
+$3.51M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.74% |
| 2 | Financials | 1.65% |
| 3 | Consumer Discretionary | 1.12% |
| 4 | Healthcare | 1.1% |
| 5 | Communication Services | 0.52% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
551
PUT
CSX Corp
CSX
$93B
| $241K | 0.01% |
7,500
-34,500
| -82% | -$1.05M |
|
552
Johnson Controls International
JCI
$87.2B
| $241K | 0.01% |
4,039
-867
| -18% | -$47.7K |
|
553
Principal Financial Group
PFG
$24.4B
| $241K | 0.01% |
+4,021
| New | +$224K |
|
|
WRK
554
DELISTED
WestRock Company
WRK
| $241K | 0.01% |
4,627
-1,880
| -29% | -$87.7K |
|
555
Zillow
ZG
$7.79B
| $239K | 0.01% |
+1,821
| New | +$281K |
|
556
PUT
Adobe
ADBE
$98.5B
| $238K | 0.01% |
500
-8,900
| -95% | -$4.16M |
|
557
PUT
Lam Research
LRCX
$373B
| $238K | 0.01% |
4,000
-14,000
| -78% | -$763K |
|
558
Lyft
LYFT
$5.9B
| $238K | 0.01% |
+3,771
| New | +$211K |
|
559
Royal Caribbean
RCL
$86.1B
| $238K | 0.01% |
+2,777
| New | +$220K |
|
560
Dell
DELL
$262B
| $237K | 0.01% |
+5,313
| New | +$218K |
|
|
FAX
561
abrdn Asia-Pacific Income Fund
FAX
$597M
| $237K | 0.01% |
+9,656
| New | +$252K |
|
562
Tyler Technologies
TYL
$13.2B
| $237K | 0.01% |
559
-796
| -59% | -$344K |
|
563
CALL
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.6B
| $237K | 0.01% |
+6,000
| New | +$226K |
|
564
Paycom
PAYC
$7.53B
| $236K | 0.01% |
+638
| New | +$251K |
|
565
Invesco Short Term Treasury ETF
TBLL
$2.61B
| $236K | 0.01% |
+2,235
| New | +$236K |
|
|
TWO
566
Two Harbors Investment
TWO
$1.27B
| $236K | 0.01% |
8,034
+112
| +1% | +$3.07K |
|
|
SPLK
567
DELISTED
Splunk Inc
SPLK
| $236K | 0.01% |
1,743
-1,143
| -40% | -$178K |
|
568
CALL
Booking.com
BKNG
$150B
| $233K | 0.01% |
2,500
-25,000
| -91% | -$2.22M |
|
569
CALL
QuantumScape Corp
QS
$3.22B
| $233K | 0.01% |
5,200
-6,900
| -57% | -$362K |
|
570
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.46B
| $233K | 0.01% |
+8,630
| New | +$226K |
|
|
WBII
571
DELISTED
WBI BullBear Global Income ETF
WBII
| $233K | 0.01% |
+9,456
| New | +$233K |
|
572
Chubb
CB
$135B
| $231K | 0.01% |
+1,460
| New | +$235K |
|
573
Fortive
FTV
$17.7B
| $231K | 0.01% |
+4,342
| New | +$225K |
|
574
NetApp
NTAP
$34.1B
| $231K | 0.01% |
+3,172
| New | +$213K |
|
575
PUT
Seagate
STX
$193B
| $230K | 0.01% |
3,000
-5,400
| -64% | -$376K |
|
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RB
OMG
Two Sigma Securities's Q1 2021 Portfolio in Review
As of Q1 2021, Two Sigma Securities held 1,981 positions worth $1.81B, down 57% from $4.22B the previous quarter. Its ten largest holdings account for 59% of the portfolio.
Two Sigma Securities withdrew a net $2.53B in Q1 2021, closing 1,183 positions and reducing 331 holdings. Its most notable exit was American Electric Power Company, Inc. Corporate Units, an estimated $5.06M position sold in full.
By sector, the portfolio is most concentrated in Technology at 1.7% of assets, up from 0.64% a quarter earlier, followed by Financials and Consumer Discretionary.
Against the trend, Two Sigma Securities opened a new position in South Jersey Industries, Inc. Corporate Units worth $14.9M.
- Two Sigma Securities's largest Q1 2021 buy was South Jersey Industries, Inc. Corporate Units: 300,000 shares worth $14.9M.
- Two Sigma Securities added most to State Street SPDR S&P 500 ETF Trust in Q1 2021, an estimated $21.3M increase.
- Two Sigma Securities's biggest Q1 2021 reduction was Becton Dickinson, cutting an estimated $7.11M.
- Two Sigma Securities fully exited American Electric Power Company, Inc. Corporate Units in Q1 2021, selling an estimated $5.06M.
- Two Sigma Securities's ten largest holdings make up 59% of its $1.81B portfolio in Q1 2021.
- Two Sigma Securities opened 344 new positions and closed 1,183 in Q1 2021.
- Two Sigma Securities's portfolio value fell 57% quarter-over-quarter to $1.81B.
Based on Two Sigma Securities's 13F filing for Q1 2021, filed 17 May 2021.